+82.1%
QLD vs ELV
+5.9%
+76.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | +7.0% | +1.0% | +6.0% | +6.7% |
| 30D | -14.3% | +0.4% | -14.7% | -14.5% |
| 3M | -16.0% | +8.4% | -24.4% | -17.7% |
| 6M | -14.2% | +8.4% | -22.7% | -16.5% |
| YTD | +12.8% | +24.4% | -11.6% | +4.8% |
| 1Y | +14.1% | +33.5% | -19.4% | +3.8% |
| 3Y | +146.0% | -2.1% | +148.0% | +139.1% |
| All | +82.1% | +5.9% | +76.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling